Let (X,Y) have the joint pdf $f(x,y) = \frac{1}{3} + x^2 + y^2$, $0 < x < 1$, $0 < y < 1$, zero elsewhere. Find Cov(X,Y).
Added by Joe R.
Close
Step 1
Recall that Cov(X,Y) = E[XY] - E[X]E[Y]. First, we find E[X]. $E[X] = \int_{0}^{1} \int_{0}^{1} x f(x,y) dx dy = \int_{0}^{1} \int_{0}^{1} x (\frac{1}{3} + x^2 + y^2) dx dy = \int_{0}^{1} \int_{0}^{1} (\frac{x}{3} + x^3 + xy^2) dx dy$ $E[X] = \int_{0}^{1} Show more…
Show all steps
Your feedback will help us improve your experience
Satyam Gupta and 86 other Intro Stats / AP Statistics educators are ready to help you.
Ask a new question
Labs
Want to see this concept in action?
Explore this concept interactively to see how it behaves as you change inputs.
Key Concepts
Recommended Videos
Let the random variables X and Y have joint pdf as follows: f(x,y) = 5(11x^2+4y^2), 0 < x < 1, 0 < y < 1 Find Cov(X,Y) (round off to third decimal place):
Satyam G.
Let X and Y be random variables with joint probability density function given by f(x, y) = { 6/5(x + y^2), 0 ≤ x ≤ 1, 0 ≤ y ≤ 1, 0, otherwise. Find the covariance Cov[X, Y].
Adi S.
Let (X, Y) be uniformly distributed over the region [0, 1] × [0, 2], i.e. the joint probability density function (joint pdf) of X and Y is f_{X,Y}(x, y) = {½, if (x, y) ∈ [0, 1] × [0, 2], {0, otherwise. Find Cov(X, Y).
Keondre P.
Recommended Textbooks
Elementary Statistics a Step by Step Approach
The Practice of Statistics for AP
Introductory Statistics
Transcript
18,000,000+
Students on Numerade
Trusted by students at 8,000+ universities
Watch the video solution with this free unlock.
EMAIL
PASSWORD